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source:"econis"
subject:"Kapitaleinkommen"
~person:"Marcellino, Massimiliano"
~subject:"Capital income"
~subject:"Monetary policy"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Capital income
Monetary policy
Time series analysis
Zeitreihenanalyse
Schätzung
95
Estimation
94
Forecasting model
52
Prognoseverfahren
52
Theorie
41
Theory
41
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28
United States
28
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27
VAR-Modell
27
Estimation theory
20
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20
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20
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Shock
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16
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16
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Volatilität
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Inflation
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Geldpolitik
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Markov chain
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Markov-Kette
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Risiko
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Risk
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English
32
Author
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Marcellino, Massimiliano
Gil-Alaña, Luis A.
187
Caporale, Guglielmo Maria
183
Gupta, Rangan
126
Pesaran, M. Hashem
69
Zaremba, Adam
69
Belke, Ansgar
62
McMillan, David G.
49
Koopman, Siem Jan
48
Bollerslev, Tim
43
Pierdzioch, Christian
43
Wohar, Mark E.
43
Bohl, Martin T.
41
McAleer, Michael
40
Timmermann, Allan
38
Tiwari, Aviral Kumar
38
Siklos, Pierre L.
37
Lütkepohl, Helmut
35
Kapetanios, George
34
Schrimpf, Andreas
34
Hayo, Bernd
33
Todorov, Viktor
31
Wolters, Jürgen
31
Christiano, Lawrence J.
30
Härdle, Wolfgang
30
Leeper, Eric M.
30
Mumtaz, Haroon
29
Narayan, Paresh Kumar
29
Bali, Turan G.
28
Eickmeier, Sandra
28
Jordà, Òscar
28
Balcilar, Mehmet
27
Gao, Jiti
27
Huber, Florian
27
Diebold, Francis X.
26
Gil-Alana, Luis A.
26
Herwartz, Helmut
26
Miller, Stephen M.
26
Schorfheide, Frank
26
Engle, Robert F.
25
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European University Institute / Department of Law
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
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Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
Journal of applied econometrics
4
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Discussion paper / Deutsche Bundesbank
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione / Banca d'Italia
2
Documentos de trabajo / Banco de España
1
EUI working paper / ECO
1
Economics letters
1
International journal of forecasting
1
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1
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ECONIS (ZBW)
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1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
4
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
6
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
7
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2017
Persistent link: https://www.econbiz.de/10011793192
Saved in:
8
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
Saved in:
9
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2017
Persistent link: https://www.econbiz.de/10011959996
Saved in:
10
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
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